Cannot Apply Array Modifier
To apply the modifier:


Duplicate the object "A" to "B" and remove Shape Keys from "B".
Apply modifiers on the duplicate "B"
Duplicate the original object again from "A" to "C", with a Shape Key transformation (choose one for now. we have to repeat for other Shape Keys)
Convert the second duplicate "C" to mesh using Alt-C "Convert to - Mesh from Curve/Meta/SurfText"
Select "C" (as selected) and then, "B" (as Active).
In Properties - Object Data - Shape Keys, we click in the down arrow and, in the menu, we click in "Join as Shapes". This will create the "Basis" with the original shape and a second shape key, with the same name as the object. Now, we have to change manually the name of the Shape Key.
"C" can be deleted. Repeat for each Shape Key.


This is based on SubSurf applying in Objecs with Shape Keys (to use in BGE) by Mario_Mey from blenderartists.org.